The absolute best time for pruning is the day before leaves begin to pop out. It is hard to know when this day is; it is easy to find out you are one day late.
The reason this is best is because right at this time the tree is starting to boost its growing systems, so any cuts will heal a little faster. Also, the tree is about to start generating energy chemicals from the sunlight, now that it has leaves, and it won't mind losing some energy stored in branches and roots.
For those of us with lots of trees, it is just too hard to hit this day exactly, so we do tend to do some work during the winter.
Best advice: learn plant physiology, learn the conventional, recommended ways of doing things, then vary them when you feel real good about the reasons.